Quantitative Research and Analytics Optimizing Yield Curve Positioning for Multi‑Asset Portfolios Read More
Quantitative Research and Analytics Optimizing Yield Curve Positioning for Multi‑Asset Portfolios Read More
Quantitative Research and Analytics Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount Read More
Quantitative Research and Analytics Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount Read More
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Filter By: Topics Alternatives Asset Allocation and Portfolio Construction Asset Pricing Credit Equities Retirement Experts B D E F G H K L M N P R S T Z Clear Jamil Baz Head of Client Solutions and Analytics Josh Davis Global Head of Client Analytics Mukundan Devarajan Quantitative Research Analyst, Asset Allocation Research Ronald Espinosa Quantitative Research Analyst Cristian Fuenzalida Quantitative Research Analyst Courtney Garcia Portfolio Risk Manager Normane Gillmann Quantitative Research Analyst Helen Guo Quantitative Research Analyst, Client Solutions and Analytics Mahmoud Hajo Quantitative Analyst, Client Solutions and Analytics Erol Hakanoglu Lloyd Han Quantitative Research Analyst Sean Klein Client Solutions & Analytics Nicolas Le Roux Quantitative Research Analyst James Moore Rama S. Nambimadom Head of Credit Analytics Andrew Nowobilski Quantitative Research Analyst, Asset Allocation Research Niels K. Pedersen Quantitative Research Analyst, Asset Allocation Research Tapio Pekkala German Ramirez Quantitative Research Analyst Graham A. Rennison Quantitative Portfolio Manager Steve Sapra Client Solutions & Analytics Christian Stracke Global Head of Credit Research Aaditya Thakur Portfolio Manager, Australia and Global Jerry Tsai Quantitative Research Analyst Angie Zheng Quantitative Research Analyst Order By Alphabetical Most Recent
Quantitative Research and Analytics Learning From a Decade of Managed Volatility Learning From a Decade of Managed Volatility
Quantitative Research and Analytics A Defensive Allocation in Broad Portfolios: How Much Is Enough? A Defensive Allocation in Broad Portfolios: How Much Is Enough?
Quantitative Research and Analytics Method in the Madness: Bubbles, Trading and Incentives Method in the Madness: Bubbles, Trading and Incentives
Quantitative Research and Analytics Sovereign Assets, Optimal Growth and Volatility Pumping Sovereign Assets, Optimal Growth and Volatility Pumping
Quantitative Research and Analytics Value Cashes When Momentum Crashes Value Cashes When Momentum Crashes
Quantitative Research and Analytics Optimizing Yield Curve Positioning for Multi-Asset Portfolios Optimizing Yield Curve Positioning for Multi-Asset Portfolios
Quantitative Research and Analytics Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount
Quantitative Research and Analytics A Theoretical Framework for Equity-Defensive Strategies A Theoretical Framework for Equity-Defensive Strategies We show that the return to a defensive equity portfolio can be decomposed into a hedging component and a component that seeks to generate returns.
